-7.8%
MP vs Z
-54.8%
+47.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -10.6% | +4.6% | -2.0% |
| 7D | -19.0% | -2.3% | -16.7% | -18.8% |
| 30D | -30.5% | +9.4% | -39.8% | -33.8% |
| 3M | -29.6% | -16.1% | -13.5% | -26.2% |
| 6M | -50.4% | -30.4% | -20.0% | -44.4% |
| YTD | -33.2% | -55.6% | +22.4% | -11.2% |
| 1Y | -38.6% | -58.5% | +19.9% | -16.1% |
| 3Y | +105.5% | -19.6% | +125.1% | +92.9% |
| 5Y | -7.8% | -54.1% | +46.3% | -1.9% |
| All | -7.8% | -54.8% | +47.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling